Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,30% | 100,10 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 996 CHF | 502 496 CHF | 100,00% | 100,00% |
14/08/2024 | 0,30% | 100,30 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 368 CHF | 502 868 CHF | 99,51% | 99,51% |
13/08/2024 | 0,30% | 100,20 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 390 CHF | 502 890 CHF | 100,00% | 100,00% |
12/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 170 CHF | 503 670 CHF | 99,60% | 99,60% |
09/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 481 CHF | 503 981 CHF | 100,00% | 100,00% |
08/08/2024 | 0,30% | 100,50 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 554 CHF | 504 054 CHF | 100,00% | 100,00% |
07/08/2024 | 0,30% | 100,10 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 526 CHF | 502 026 CHF | 100,00% | 100,00% |
06/08/2024 | 0,30% | 99,70 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 711 CHF | 500 211 CHF | 99,99% | 99,99% |
02/08/2024 | 0,30% | 99,90 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 464 CHF | 500 964 CHF | 100,00% | 100,00% |
31/07/2024 | 0,78% | 100,00 % | 100,30 % | 500 000 | 500 000 | 283 968 | 283 968 | 283 790 CHF | 284 884 CHF | 61,82% | 61,82% |